I had a trouble with Series and TimeSeries using datetime index. Here is an example: In [1]: from pandas import * In [2]: t = [datetime(2012, 2, 7, 0, 0, 0), datetime(2012, 2, 7, 23, 0, 0)] In [3]: s = Series([0, 1], index=t) In [4]: print s 2012-02-07 0 2012-02-07 00:00:00 1 The first index value should be '2012-02-07 00:00:00', and the second should be '2012-02-07 23:00:00' Am I doing wrong?